+200.4%
IOVA vs NWSA
-0.9%
+201.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -4.9% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | -47.4% | -11.3% | -36.0% | -44.8% |
| 3M | +13.2% | -8.1% | +21.3% | +17.2% |
| 6M | +114.3% | -0.7% | +115.0% | +118.6% |
| YTD | +179.5% | +1.3% | +178.2% | +172.8% |
| 1Y | +200.4% | -1.3% | +201.7% | +196.0% |
| All | +200.4% | -0.9% | +201.3% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling